A Riccati equation approach to the design of stabilizing controllers and observers for a class of uncertain linear systems

This paper presents a procedure for designing a full state observer and feedback control law which will stabilize a given uncertain linear system. The uncertain linear systems under consideration are described by state equations which depend on uncertain parameters. These uncertain parameters may be time varying. Their values, however, are constrained to lie within known compact bounding sets. The design procedure involves solving two algebraic Riccati equations. A feature of the design procedure presented is the fact that it reduces to the standard LQG design procedure if the system contains no uncertain parameters.